Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 54004.56 USD Retail G-2 No Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 36558.62 USD Retail G-3 No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 7491.19 USD Retail IG-1 Yes Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 28366.40 USD Retail IG-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 47989.57 USD Retail S-1 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 35098.91 USD Retail S-2 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 1914.63 USD Retail S-3 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 75861.54 USD Retail S-4 No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 35831.27 USD Retail S-5 No Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 44671.12 USD Retail S-6 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 75 - 82 Days 778.64 USD Retail S-7 Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 7798.64 USD Retail A-0-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 7777.38 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 23429.21 USD Retail A-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 2656.87 USD Retail A-3-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 71224.87 USD Retail A-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 6046.77 USD Retail A-5-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 50338.25 USD Retail CB-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 81914.30 USD Retail CB-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 11453.81 USD Retail S-1-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 6374.30 USD Retail S-2-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 20815.14 USD Retail S-3-Q No Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 71854.46 USD Retail S-4-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 26847.47 USD Retail CB-3-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 46911.19 USD Retail G-1-Q Yes